The Wall of Heroes is place on Andoria to which a piece (for example, a vial of their blood) of fallen Andorian Guardsmen who have died far from home is taken. It is the duty of the companions of the fallen to do so.
Shran promised to take Archer's blood to the Wall of Heroes if he lost their Ushaan duel, but Archer declined, saying that he wasn't going to die that day. (ENT: "United")